Estimates with Asymptotically Uniformly Minimal $d$-Risk

DOI10.1137/S0040585X97T989192zbMath1411.62044OpenAlexW2914897676MaRDI QIDQ4618069

A. A. Zaikin

Publication date: 7 February 2019

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t989192

zbMATH Keywords

statistical inferencemaximum likelihood estimate\(d\)-riskposterior risk asymptotics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items (1)

Estimation of mean value of a normal distribution with constraints on the relative error and d-risk

Cites Work

• Guaranteed statistical inference procedures (determination of the optimal sample size)
• Asymptotic expansion of posterior distribution of parameter centered by a \( \sqrt{n} \)-consistent estimate
• Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
• Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
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